+273.1%
TSM vs U
-68.9%
+342.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.4% |
| 30D | +3.6% | +17.5% | -13.8% | +0.5% |
| 3M | -3.4% | +38.7% | -42.1% | -9.2% |
| 6M | +20.6% | +104.4% | -83.8% | +5.6% |
| YTD | +41.9% | -5.7% | +47.6% | +38.9% |
| 1Y | +84.4% | +3.7% | +80.7% | +75.7% |
| 3Y | +380.2% | +12.3% | +367.9% | +324.6% |
| All | +273.1% | -68.9% | +342.0% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling